A new primal-dual path-following method for convex quadratic programming

By M. Achache. 2006

80 citations recorded by the source corpus.

In this paper, we describe a new primal-dual path-following method to solve a convex quadratic program (QP). The derived algorithm is based on new techniques for finding a new class of search directions similar to the ones developed in a recent paper by Darvay for linear programs. We prove that the short-update algorithm finds an e-solution of (QP) in a polynomial time.

Subfields: Computational Theory and Mathematics, Control and Systems Engineering, Numerical Analysis

View Paper: https://www.semanticscholar.org/paper/5b5aea9ad6dcc14cffd2d0881d1890a286289f0e